Anic Equity¶

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Total return since start: 0.693 %¶

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Equity now: -----------------------------> 51722.33 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48523.27 Kr¶

PnL: ---------------------------------------> -564.3 Kr¶

DD now: ---------------------------------> -0.427 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 10:47:52.849865'

Anic Portfolio¶

Today¶

Return: 0.161 %¶

This Week¶

Return: 8.827 %¶

Total¶

Return: 69.326 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.100000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 3.700000 807.200000 134.200000 19.940000 673.000000
Nordea Bank Abp 29 1.170000 3572.800000 118.800000 3.440000 3453.999992
HEBA B 70 2.360000 2737.000000 101.000000 3.830000 2636.000010
SAAB B 8 1.260000 3460.000000 83.000000 2.460000 3377.000000
Swedbank A 3 2.450000 615.900000 51.900000 9.200000 564.000000
Resurs Holding 22 1.260000 619.080000 45.080000 7.850000 573.999998
AcadeMedia 12 0.890000 596.640000 39.640000 7.120000 557.000004
MedCap 2 -1.730000 455.000000 34.000000 8.080000 421.000000
Samhällsbyggnadsbo. i Norden B 20 2.180000 388.200000 33.200000 9.350000 355.000000
Intrum 4 2.260000 551.600000 24.600000 4.670000 527.000000
Norva24 Group 16 -2.500000 561.600000 18.600000 3.430000 543.000000
Eastnine 4 1.600000 508.800000 17.800000 3.630000 491.000000
Fasadgruppen Group 38 -0.180000 4157.200000 16.200000 0.390000 4140.999992
OEM International B 7 0.130000 543.200000 15.200000 2.880000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Coor Service Management Hold. 8 1.200000 540.400000 8.400000 1.580000 532.000000
Securitas B 6 1.060000 578.100000 8.100000 1.420000 570.000000
Samhällsbyggnadsbo. i Norden D 12 2.040000 252.240000 6.240000 2.540000 246.000000
Karnov Group 9 0.000000 540.000000 4.000000 0.750000 536.000004
Boozt 12 1.620000 1657.200000 3.200000 0.190000 1653.999996
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.460000 546.750000 0.750000 0.140000 546.000000
Corem Property Group B 59 2.150000 575.840000 -1.160000 -0.200000 576.999999
Midsona B 63 0.880000 580.230000 -2.770000 -0.480000 582.999984
Sampo Oyj SDB 7 0.370000 3836.000000 -14.000000 -0.360000 3850.000000
CTEK 13 2.630000 512.980000 -21.020000 -3.940000 533.999999
International Petroleum Corp. 5 -0.090000 562.000000 -32.570000 -5.480000 594.565215
Essity B 2 -0.770000 541.200000 -32.800000 -5.710000 574.000000
Vivesto 1368 -0.150000 560.060000 -52.940000 -8.640000 612.999432
Essity A 4 -0.180000 1090.000000 -59.000000 -5.130000 1149.000000
Beijer Electronics Group 27 -0.900000 2975.400000 -108.600000 -3.520000 3083.999994
OX2 22 4.600000 1851.300000 -137.700000 -6.920000 1989.000002
Axfood 15 -4.020000 3871.500000 -428.500000 -9.970000 4300.000005
Ovzon 64 -1.690000 3340.800000 -655.200000 -16.400000 3996.000000
TOTAL 48523.270000 -564.300000 -0.42748% 49087.564636

Updated:¶

'2023-02-01 10:48:07.258515'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶